One of the big advantages online retailers have had over your local shop is a lack of sales tax. Despite federal efforts to enforce this, and individual states making it happen, the rule was clear: If a company didn’t have a “physical presence” in your state, it didn’t have to collect state sales tax from you. All that has changed.

The case, which we first told you about in April, was over a South Dakota law which requires retailers, regardless of where they are,...